Q:

How does one find all of their STATA files in a particular space?

A:

It is best to do this from the DOS prompt using the NDIR command.
The first step is to get to your work space through DOS. Once in the appropriate area, submit the NDIR command that will search for specific file extentions. The following is an example searching out STATA data files with the .dta extention. The closing /S in the command will send it into sub-directories.